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Factorized Kalman Filtering
- 1.0041704 - ÚTIA 2007 CZ eng A - Abstract
Suzdaleva, Evgenia
Factorized Kalman Filtering.
[Faktorizovaný Kalmanův Filtr.]
Proceedings of Abstracts of the 7th International PhD Workshop on Interplay of societal and technical decision-making, Young Generation Viewpoint. Praha: ÚTIA AV ČR, 2006 - (Přikryl, J.; Šmídl, V.). s. 51-52
[International PhD Workshop on Interplay of Societal and Technical Decision-Making, Young Generation Viewpoint /7./. 25.09.2006-30.09.2006, Hrubá Skála]
R&D Projects: GA MŠMT 1M0572; GA ČR GP201/06/P434
Institutional research plan: CEZ:AV0Z10750506
Keywords : state estimation * factorized filters * traffic control
Subject RIV: BC - Control Systems Theory
The paper considers the problem of the factorized filtering with Gaussian models and offers the solution, based on applying the L'DL decomposition of the covariance matrices.
Permanent Link: http://hdl.handle.net/11104/0135093
Number of the records: 1